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by Gihman, I. I., Skorohod, A. V.
Published 1979
Springer New York
Table of Contents: “.... Stochastic Integrals -- § 3. Itô’s Formula -- II. Stochastic Differential Equations -- § 1. General Problems...”
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by Gihman, I. I., Skorohod, A. V.
Published 1979
Springer New York
Table of Contents: “... Processes -- 3 Controlled Stochastic Differential Equations -- 1 Some Preliminaries -- 2 Stochastic...”